Spot 209.64
· 160 contratti su 5 scadenze
· fonte storico
· catturata 13/10 07:45 UTC
Seduta ricostruita dallo storico: quella sera la catena IBKR non è stata catturata, quindi ci sono solo
gli strike vicini allo spot (ATM) di poche scadenze, con la IV calcolata da noi e senza bid/ask.
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | — | — | 40.65 | +0.94 | 47.7% | 170 | 42.3% | -0.04 | 0.45 | — | — | — |
| — | — | — | 35.60 | +0.94 | 41.8% | 175 | 40.5% | -0.06 | 0.65 | — | — | — |
| — | — | — | 30.80 | +0.92 | 38.9% | 180 | 39.4% | -0.08 | 1.00 | — | — | — |
| — | — | — | 26.50 | +0.87 | 39.5% | 185 | 33.5% | -0.09 | 0.95 | — | — | — |
| — | — | — | 22.05 | +0.83 | 37.2% | 190 | 34.2% | -0.15 | 1.75 | — | — | — |
| — | — | — | 17.65 | +0.78 | 34.2% | 195 | 33.4% | -0.21 | 2.65 | — | — | — |
| — | — | — | 14.00 | +0.70 | 33.7% | 200 | 33.9% | -0.30 | 4.20 | — | — | — |
| — | — | — | 10.45 | +0.62 | 31.8% | 205 | 32.8% | -0.39 | 5.85 | — | — | — |
| — | — | — | 7.70 | +0.52 | 31.4% | 210 | 31.4% | -0.48 | 7.85 | — | — | — |
| — | — | — | 5.50 | +0.41 | 31.1% | 215 | 30.9% | -0.59 | 10.60 | — | — | — |
| — | — | — | 4.65 | +0.34 | 34.7% | 220 | 31.6% | -0.68 | 14.10 | — | — | — |
| — | — | — | 2.65 | +0.24 | 31.4% | 225 | 31.7% | -0.76 | 17.85 | — | — | — |
| — | — | — | 1.70 | +0.17 | 31.1% | 230 | 32.0% | -0.82 | 22.00 | — | — | — |
| — | — | — | 1.05 | +0.12 | 30.9% | 235 | 29.6% | -0.89 | 26.05 | — | — | — |
| — | — | — | 0.75 | +0.09 | 32.0% | 240 | 32.5% | -0.91 | 30.95 | — | — | — |
| — | — | — | 0.50 | +0.06 | 32.6% | 245 | 30.3% | -0.95 | 35.50 | — | — | — |
| — | 250 | 33.4% | -0.96 | 40.50 | — | — | — | |||||
Come leggere: ogni riga è uno strike, con la call a sinistra e la put a destra. La riga evidenziata è lo strike più vicino allo spot (ATM); lo sfondo più scuro indica i contratti già in the money. IV = volatilità implicita, OI = open interest (disponibile dal 03/09/2026). “—” = dato non arrivato quella sera. Il grafico mostra la IV per strike della scadenza scelta.